etf 4
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 33.33% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 33.33% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in etf 4, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Dec 11, 2009, corresponding to the inception date of SCHG
Returns By Period
As of Nov 13, 2024, the etf 4 returned 27.09% Year-To-Date and 13.43% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| etf 4 | 27.09% | 3.34% | 15.20% | 38.64% | 16.11% | 13.43% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 26.21% | 3.59% | 14.99% | 38.35% | 15.34% | 12.90% |
SCHG Schwab U.S. Large-Cap Growth ETF | 34.42% | 5.19% | 19.09% | 44.81% | 20.92% | 16.81% |
VYM Vanguard High Dividend Yield ETF | 20.51% | 1.26% | 11.20% | 32.54% | 11.17% | 10.08% |
Monthly Returns
The table below presents the monthly returns of etf 4, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.49% | 4.95% | 3.53% | -4.01% | 4.61% | 3.26% | 1.93% | 2.12% | 1.98% | -0.51% | 27.09% | ||
| 2023 | 6.41% | -2.36% | 3.55% | 1.24% | 0.57% | 6.35% | 3.74% | -1.76% | -4.48% | -2.31% | 8.95% | 5.09% | 26.86% |
| 2022 | -5.16% | -2.63% | 3.53% | -8.86% | 0.23% | -8.02% | 8.94% | -3.81% | -9.06% | 8.26% | 5.18% | -5.78% | -17.86% |
| 2021 | -0.54% | 2.71% | 4.11% | 5.09% | 0.57% | 2.58% | 1.87% | 2.95% | -4.37% | 6.84% | -1.13% | 3.92% | 26.94% |
| 2020 | 0.07% | -8.06% | -12.65% | 12.70% | 5.14% | 1.89% | 5.52% | 6.75% | -3.39% | -2.17% | 11.38% | 4.16% | 19.84% |
| 2019 | 7.88% | 3.53% | 1.51% | 3.77% | -6.31% | 6.93% | 1.34% | -1.71% | 1.98% | 2.12% | 3.56% | 2.84% | 30.21% |
| 2018 | 5.50% | -3.76% | -2.19% | 0.40% | 2.76% | 0.57% | 3.35% | 3.19% | 0.40% | -6.76% | 2.20% | -8.80% | -4.11% |
| 2017 | 1.78% | 3.82% | 0.14% | 1.08% | 1.24% | 0.74% | 2.06% | 0.34% | 2.18% | 2.31% | 3.05% | 1.23% | 21.84% |
| 2016 | -5.19% | 0.21% | 6.87% | 0.31% | 1.71% | 0.43% | 3.77% | 0.06% | 0.14% | -2.01% | 3.83% | 1.94% | 12.21% |
| 2015 | -2.31% | 5.74% | -1.27% | 0.71% | 1.11% | -1.92% | 1.90% | -5.92% | -2.67% | 8.20% | 0.36% | -1.84% | 1.31% |
| 2014 | -3.19% | 4.55% | 0.77% | 0.74% | 2.35% | 2.31% | -1.53% | 4.06% | -1.62% | 2.69% | 2.86% | -0.53% | 13.96% |
| 2013 | 5.32% | 1.29% | 3.74% | 2.11% | 2.04% | -1.18% | 5.32% | -2.90% | 3.48% | 4.56% | 2.65% | 2.42% | 32.55% |
Expense Ratio
etf 4 has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of etf 4 is 82, placing it in the top 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 3.04 | 4.05 | 1.57 | 4.46 | 19.72 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.64 | 3.39 | 1.48 | 3.61 | 14.40 |
VYM Vanguard High Dividend Yield ETF | 3.02 | 4.30 | 1.56 | 5.00 | 19.86 |
Dividends
Dividend yield
etf 4 provided a 1.47% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.47% | 1.67% | 1.74% | 1.47% | 1.71% | 1.88% | 2.24% | 1.84% | 1.96% | 2.14% | 1.88% | 1.88% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
VYM Vanguard High Dividend Yield ETF | 2.76% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the etf 4. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the etf 4 was 33.97%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current etf 4 drawdown is 0.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.97% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.04% | Jan 4, 2022 | 195 | Oct 12, 2022 | 293 | Dec 12, 2023 | 488 |
| -19.02% | Sep 21, 2018 | 65 | Dec 24, 2018 | 71 | Apr 8, 2019 | 136 |
| -18.11% | Jul 8, 2011 | 61 | Oct 3, 2011 | 84 | Feb 2, 2012 | 145 |
| -15.45% | Apr 26, 2010 | 49 | Jul 2, 2010 | 86 | Nov 3, 2010 | 135 |
Volatility
Volatility Chart
The current etf 4 volatility is 4.04%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| VYM | SCHG | VTI | |
|---|---|---|---|
| VYM | 1.00 | 0.75 | 0.89 |
| SCHG | 0.75 | 1.00 | 0.95 |
| VTI | 0.89 | 0.95 | 1.00 |